Re: [amibroker] Retrieve IB data from more than 100 symbols?

["Tomasz Janeczko" <amibroker@xxxxxx>]

Hello,

 

I was not really addressing backfill, but rather "streaming".

Streaming is limited to 100 simultaneous symbols.

 

Backfill is limited to ONE SYMBOL at a time by IB.

If you attempt to access more in parallel it won't accept backfill request until previous backfill is complete.

 

With current plugin the only method to backfill automatically the list of symbols is to put them into RTQ window

and use "Backfill all RTQ symbols". This way plugin will slowly backfill symbols ONE BY ONE.

 

Answering second question: yes it will replace data - for AS MUCH BACK as you have choosen (it may be 1,5,10,15,20,25,30 days).

 

BTW: I am working on some solution that will provide methods to get historical data from IB for lots of symbols easier.

Best regards,
Tomasz Janeczko
amibroker.com

----- Original Message -----

From: dan_public@xxxxxxxxxxx

To: amibroker@xxxxxxxxxxxxxxx

Cc: dan_public@xxxxxxxxxxx

Sent: Friday, February 03, 2006 9:50 PM

Subject: [amibroker] Retrieve IB data from more than 100 symbols?

Hi.  I need one-minute historical data for a 20-day analysis (NOT real-time) on 300-600 symbols.  I'd like to use my IB account.  In a recent post (snippet below), Tomasz said that the easiest way of getting IB intraday data for mutiple symbols is to run an AB scan.  The caveat is that IB is limited to 100 symbols backfill.  So...

 

- Can I just run multiple scans, each with a list of 100 symbols? 

 

- For a specific symbol, does AB append to or replace prior days' data?  For example, today I backfill 20 days data for MSFT.   Tomorrow, I backfill MSFT again.  Will it backfill JUST the incremental data for tomorrow or will it re-backfill 20 days of data.

 

Thanks for any help,

 

Dan.

 

-- snip ---------------------------------

 

The simplest way to do this for ALL symbols AUTOMATICALLY is to run ONE SCAN (in AA) over all symbols when you start.

This will cause that plugin will collect data for ALL symbols included in the scan (if you are using IB please note that it has limit for 100 symbols).

-- snip ---------------------------------

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